Boundary Value Problems and Markov Processes

Boundary Value Problems and Markov Processes
Author: Kazuaki Taira
Publisher: Springer Science & Business Media
Total Pages: 196
Release: 2009-06-30
Genre: Mathematics
ISBN: 3642016766


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This is a thorough and accessible exposition on the functional analytic approach to the problem of construction of Markov processes with Ventcel’ boundary conditions in probability theory. It presents new developments in the theory of singular integrals.


Boundary Value Problems and Markov Processes
Language: en
Pages: 196
Authors: Kazuaki Taira
Categories: Mathematics
Type: BOOK - Published: 2009-06-30 - Publisher: Springer Science & Business Media

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This is a thorough and accessible exposition on the functional analytic approach to the problem of construction of Markov processes with Ventcel’ boundary con
Semigroups, Boundary Value Problems and Markov Processes
Language: en
Pages: 724
Authors: Kazuaki Taira
Categories: Mathematics
Type: BOOK - Published: 2014-08-07 - Publisher: Springer

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A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between
Boundary Value Problems and Markov Processes
Language: en
Pages: 502
Authors: Kazuaki Taira
Categories: Mathematics
Type: BOOK - Published: 2020-07-01 - Publisher: Springer Nature

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This 3rd edition provides an insight into the mathematical crossroads formed by functional analysis (the macroscopic approach), partial differential equations (
Analytic Semigroups and Semilinear Initial Boundary Value Problems
Language: en
Pages: 348
Authors: Kazuaki Taira
Categories: Mathematics
Type: BOOK - Published: 2016-04-28 - Publisher: Cambridge University Press

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This second edition explores the relationship between elliptic and parabolic initial boundary value problems, for undergraduate and graduate students.
Elliptic Boundary Value Problems
Language: en
Pages: 132
Authors: Kazuaki Taira
Categories: Boundary value problems
Type: BOOK - Published: 1991 - Publisher:

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